Stochastic Calculus for Fractional Brownian Motion and Applications
Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. This huge range of potential applications makes fBm an interesting object of study. fBm represents a natural one-parameter extension of classical Brownian motion therefore...
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| Autori principali: | , , , |
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| Natura: | Livre numérique |
| Lingua: | Anglais |
| Pubblicazione: |
London :
Springer London
[20..].
Cham : Springer Nature |
| Edizione: | 1st ed. 2008. |
| Serie: | Probability and Its Applications
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| Soggetti: | |
| Accesso online: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
L'impression du document génère 327 p. Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Stochastic calculus for fractional Brownian motion and applications, Francesca Biagini, Yaozhong Hu, Bernt Oksendal ... [et al.], London, Springer, 2008, 1 vol. (XII-329 p.), Probability and its applications, 978-1-85233-996-8 |